Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-15 0.605505 0.681240 0.766635 0.870847 0.995678 1.141802 1.327889
2024-12-22 0.534473 0.632614 0.751593 0.909024 1.115881 1.384435 1.770076
2024-12-29 0.477867 0.587427 0.727779 0.925753 1.206525 1.605310 2.245052
2025-01-05 0.433509 0.549452 0.704854 0.936258 1.287213 1.828526 2.795609
2025-01-12 0.393411 0.510987 0.674468 0.929123 1.338247 2.017514 3.360680
2025-01-19 0.351243 0.464405 0.626043 0.886474 1.323823 2.093722 3.750449
2025-01-26 0.329753 0.444634 0.613719 0.896791 1.397262 2.342374 4.604734
2025-02-02 0.311884 0.428073 0.603828 0.908749 1.474985 2.621114 5.687356
2025-02-09 0.291943 0.406375 0.583297 0.899254 1.510390 2.823171 6.706570
2025-02-16 0.277515 0.391780 0.572388 0.904651 1.575362 3.111660 8.207996
2025-02-23 0.257652 0.367033 0.542393 0.871302 1.554294 3.188604 9.072910
2025-03-02 0.238379 0.341907 0.509690 0.829099 1.507129 3.186783 9.656400
2025-03-09 0.230265 0.334693 0.507552 0.846443 1.598389 3.599299 12.525604
2025-03-16 0.225648 0.332766 0.514240 0.881869 1.739824 4.224832 17.620635
2025-03-23 0.218367 0.325792 0.511228 0.897114 1.836657 4.766951 23.698947
2025-03-30 0.210911 0.317958 0.505888 0.906679 1.921798 5.322179 31.933521
2025-04-06 0.201946 0.306906 0.493611 0.899555 1.960762 5.731882 40.837528
2025-04-13 0.189567 0.289173 0.467445 0.858581 1.896550 5.692354 44.349078
2025-04-20 0.184168 0.283469 0.463830 0.868345 1.982125 6.359761 63.325919
2025-04-27 0.179319 0.278431 0.461069 0.879716 2.076123 7.147359 95.534600
2025-05-04 0.172604 0.269632 0.450236 0.870596 2.104199 7.631913 130.664920
2025-05-11 0.167820 0.264093 0.445498 0.875732 2.180795 8.462198 209.416007
2025-05-18 0.159671 0.251952 0.426628 0.843821 2.125235 8.465819 246.176363